+1,129.1%
DIA vs DRI
+5,241.4%
-4,112.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -1.5% | +3.8% | -5.4% | -2.6% |
| 3M | +3.8% | +13.0% | -9.3% | +0.2% |
| 6M | +10.3% | +8.3% | +2.0% | +7.4% |
| YTD | +12.1% | +20.6% | -8.5% | +6.0% |
| 1Y | +18.6% | +6.5% | +12.2% | +15.6% |
| 3Y | +60.6% | +53.7% | +6.9% | +40.6% |
| 5Y | +64.4% | +72.7% | -8.3% | +37.9% |
| 10Y | +250.1% | +363.2% | -113.1% | +111.7% |
| All | +1,129.1% | +5,241.4% | -4,112.3% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling